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Kostas Tsampourakis

2 accepted papers

2022

Approximating The Likelihood Ratio in Linear-Gaussian State-Space Models for Change Detection

ICASSP 2022accepted

Change-point detection methods are widely used in signal processing, primarily for detecting and locating changes in a considered model. An important family of algorithms for this problem relies on the likelihood ratio (LR) test. In state-space models (SSMs), the time series is modeled through a Mar…

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